+367.9%
APP vs AZN
+71.8%
+296.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.8% |
| 7D | -4.4% | -2.9% | -1.5% | -3.7% |
| 30D | -10.0% | -3.1% | -6.9% | -9.4% |
| 3M | -41.4% | -14.4% | -27.0% | -39.5% |
| 6M | -41.0% | -19.5% | -21.5% | -38.3% |
| YTD | -54.7% | -13.8% | -41.0% | -54.0% |
| 1Y | -45.3% | -2.4% | -43.0% | -47.3% |
| 3Y | +624.3% | +21.3% | +603.0% | +511.1% |
| 5Y | +329.1% | +53.6% | +275.5% | +217.6% |
| All | +367.9% | +71.8% | +296.1% | +237.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AZN.
Daily Out/Under-Performance
Portfolio return minus AZN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AZN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling